Tour v502
FSLY
FASTLY INC A
$27.75 +0.00%
8/11 09:45

Option Volume

Detail
Current (08/11 9:45am) 1,034
Calls: 1,002 (97%)
Puts: 32 (3%)
Prior --
Calls: 40,836 (71%)
Puts: 17,046 (29%)
Current vs Prior +0.00%
Calls: -97.55% (Calls)
Puts: -99.81% (Puts)
Prior 7-Day Total 114,431
Calls: 83,929 (73%)
Puts: 30,502 (27%)
Prior 7-Day Average 19,071
Calls: 11,989 (73%)
Puts: 4,357 (27%)
Current vs Prior 7-Day Avg -94.58%
Calls: -91.64%
Puts: -99.27%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11 9:45am) $133.2K
Calls: $130.3K (98%)
Puts: $3.0K (2%)
Prior --
Calls: $20.73M (93%)
Puts: $1.56M (7%)
Current vs Prior +0.00%
Calls: -99.37%
Puts: -99.81%
Prior 7-Day Total $38.58M
Calls: $35.30M (92%)
Puts: $3.27M (8%)
Prior 7-Day Average $6.43M
Calls: $5.04M (92%)
Puts: $467.6K (8%)
Current vs Prior 7-Day Avg -97.93%
Calls: -97.42%
Puts: -99.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11 9:45am) 0.03
Prior 1.00
Current vs Prior -96.81%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg -85.95%
Sentiment BULLISH

Open Interest

Detail
Current (08/11 9:45am) 182,077
Calls: 93,504 (51%)
Puts: 88,573 (49%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 1,174,396
Calls: 607,147 (52%)
Puts: 567,249 (48%)
Prior 7-Day Average 195,732
Calls: 101,191 (52%)
Puts: 94,541 (48%)
Current vs Prior 7-Day Avg -6.98%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 8.68% | 13.08%13.08% | 23.60%
Prior 19.47% | 21.10%22.80% | 28.54%
Current vs Prior -55.40% | -37.99%-42.62% | -17.31%
Prior 7-Day Avg 20.17% | 23.44%22.86% | 28.83%
Current vs 7-Day Avg -56.94% | -44.18%-42.78% | -18.12%
Prior 7-Day Eod 19.47% | 21.10%13.26% | 23.35%
Current vs 7-Day Eod -55.40% | -37.99%-1.36% | +1.08%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 37.24% | 34.23%
Calls: 29.66% | 28.57%
Puts: 44.83% | 39.89%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +115.26% | +154.88%
Prior 7-Day Avg 14.58% | 12.58%
Calls: 12.83% | 12.91%
Puts: 16.32% | 12.25%
Current vs 7-Day Avg +155.51% | +172.10%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($130.3K) vs puts ($3.0K). Extreme bullish P/C ratio of 0.03 - heavy call buying (1,002 calls vs 32 puts). P/C ratio dropping 97% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 9.1%, best 9.1%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 184.204.60$4.409.1%--0.56140

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 52 found (avg delta 0.72, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 144.805.70$5.2517.1%--0.95315
$23.00Aug 144.005.40$4.7029.8%10.93406
$23.50Aug 143.805.00$4.4027.3%--0.91287
$23.00Aug 213.606.00$4.8050.0%--0.90105
$22.50Aug 214.206.10$5.1536.9%--0.881.2K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 184.204.60$4.409.1%--0.56140
$28.00Aug 140.901.55$1.2352.8%--0.53150
$28.50Aug 282.252.90$2.5825.2%40.5240
$28.00Aug 211.502.25$1.8839.9%--0.5035

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 843, top 363)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.250.45$0.3557.1%3630.231.7K
$28.00Aug 140.751.15$0.9542.1%3400.47750
$30.00Aug 210.700.95$0.8330.1%260.321.7K
$27.00Aug 211.802.30$2.0524.4%120.59390
$30.00Sep 181.952.35$2.1518.6%110.442.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Aug 211.151.50$1.3326.3%40.41142
$28.50Aug 282.252.90$2.5825.2%40.5240
$27.00Aug 140.700.95$0.8330.1%30.39200
$22.50Aug 140.000.15$0.08187.5%20.05331
$23.00Aug 140.000.20$0.10200.0%20.07118

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 39.1%, max 88.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Aug 14Sep 11157.2%83.4%88.5%3667
$23.00Aug 14Sep 11139.8%84.1%66.3%6412
$25.50Aug 14Sep 25126.6%83.6%51.5%7293
$24.50Aug 14Aug 21137.8%91.5%50.5%--146
$22.50Aug 14Sep 25136.2%90.8%50.1%--349
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Aug 14Sep 4157.2%92.8%69.3%--120
$22.50Aug 14Sep 18136.2%82.9%64.3%31.8K
$23.00Aug 14Aug 28139.8%91.5%52.8%2184
$23.50Aug 14Aug 28133.2%87.6%52.0%--120
$25.50Aug 14Sep 25126.6%83.6%51.5%--52

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 6.14, avg 1.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.00$30.00Sep 11$0.14$0.86$0.146.14$29.14
$22.50$23.50Sep 25$0.15$0.85$0.155.67$22.65
$28.00$30.00Sep 25$0.30$1.70$0.305.67$28.30
$31.00$31.50Aug 14$0.10$0.40$0.104.00$31.10
$30.50$31.00Aug 14$0.12$0.38$0.123.17$30.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$24.00Aug 28$0.18$0.82$0.184.56$24.82
$25.00$24.00Sep 4$0.21$0.79$0.213.76$24.79
$27.00$26.50Aug 21$0.15$0.35$0.152.33$26.85
$26.50$26.00Aug 21$0.16$0.34$0.162.13$26.34
$25.00$22.50Sep 18$0.80$1.70$0.802.13$24.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 67 found (best R:R 6.69, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$25.00Sep 11$0.87$0.87$0.136.69$24.87
$22.50$23.00Aug 28$0.40$0.40$0.104.00$22.90
$23.50$24.00Aug 28$0.40$0.40$0.104.00$23.90
$23.50$25.50Sep 25$1.60$1.60$0.404.00$25.10
$22.50$24.00Sep 4$1.15$1.15$0.353.29$23.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.50$27.00Aug 28$0.35$0.35$0.152.33$27.15
$25.00$24.00Aug 21$0.60$0.60$0.401.50$24.40
$26.50$25.50Sep 25$0.57$0.57$0.431.33$25.93
$28.00$27.00Aug 21$0.55$0.55$0.451.22$27.45
$28.50$27.50Aug 28$0.55$0.55$0.451.22$27.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.54, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.10139.8%88.8%
$25.50Aug 14Aug 21$0.28126.6%94.1%
$32.00Aug 14Aug 21$0.38107.1%97.0%
$26.50Aug 14Aug 21$0.42105.3%92.2%
$31.00Aug 14Aug 21$0.45120.6%101.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.10139.8%88.8%
$23.50Aug 14Aug 21$0.13133.2%89.3%
$22.50Aug 14Aug 21$0.27136.2%114.4%
$25.50Aug 14Aug 21$0.35126.6%94.1%
$27.00Aug 14Aug 21$0.50108.3%88.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 37 found (cheapest 7.86% of stock, avg 16.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Aug 14$0.95$1.23$2.18$25.82$30.187.86%
$27.50Aug 14$1.18$1.02$2.20$25.30$29.707.93%
$27.00Aug 14$1.40$0.83$2.23$24.77$29.238.04%
$26.00Aug 14$2.05$0.35$2.40$23.60$28.408.65%
$26.50Aug 14$2.13$0.60$2.73$23.77$29.239.84%
$25.00Aug 14$2.75$0.30$3.05$21.95$28.0510.99%
$25.50Aug 14$2.80$0.48$3.28$22.22$28.7811.82%
$27.00Aug 21$2.05$1.33$3.38$23.62$30.3812.18%
$28.00Aug 21$1.58$1.88$3.46$24.54$31.4612.47%
$24.50Aug 14$3.18$0.33$3.51$20.99$28.0112.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 77 found (cheapest 2.52% of stock, avg 7.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$26.00Aug 14$0.35$0.35$0.70$25.30$30.70
$30.00$25.50Aug 14$0.35$0.48$0.83$24.67$30.83
$29.50$26.00Aug 14$0.50$0.35$0.85$25.15$30.35
$29.00$26.00Aug 14$0.55$0.35$0.90$25.10$29.90
$30.00$26.50Aug 14$0.35$0.60$0.95$25.55$30.95
$29.50$25.50Aug 14$0.50$0.48$0.98$24.52$30.48
$29.00$25.50Aug 14$0.55$0.48$1.03$24.47$30.03
$29.50$26.50Aug 14$0.50$0.60$1.10$25.40$30.60
$28.50$26.00Aug 14$0.78$0.35$1.13$24.87$29.63
$29.00$26.50Aug 14$0.55$0.60$1.15$25.35$30.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 33 found (best R:R 9.00, avg credit $0.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
24/2527/28Aug 21$0.90$0.109.00$24.10$27.90
24/2528/28Aug 21$0.85$0.155.67$24.15$28.85
22/2425/26Sep 4$1.24$0.264.77$22.76$26.24
25/2627/28Aug 14$0.40$0.104.00$25.10$27.40
26/2728/28Aug 14$0.40$0.104.00$26.60$28.40
24/2528/28Aug 21$0.77$0.233.35$24.23$28.27
24/2428/28Aug 14$0.37$0.132.85$23.63$28.37
27/2828/28Aug 14$0.36$0.142.57$27.14$28.36
26/2628/28Aug 21$0.36$0.142.57$25.64$27.86
25/2628/28Aug 14$0.35$0.152.33$25.15$28.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 19.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$28.00$30.00$32.00Aug 28$0.10$1.9019.00
$27.50$28.00$28.50Aug 14$0.06$0.447.33
$28.00$28.50$29.00Aug 21$0.07$0.436.14
$28.00$29.00$30.00Sep 11$0.14$0.866.14
$24.00$24.50$25.00Aug 14$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Aug 14$0.15$0.352.33
$23.00$23.50$24.00Aug 28$0.17$0.331.94
$24.50$25.00$25.50Aug 14$0.21$0.291.38
$25.00$25.50$26.00Aug 21$0.21$0.291.38
$22.50$23.00$23.50Aug 21$0.23$0.271.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-0.05, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Aug 28-$0.33$1.67
$26.00$28.501:2Sep 4-$0.90$1.60
$28.00$30.001:2Aug 28-$0.73$1.27
$26.00$28.001:2Sep 11-$1.00$1.00
$31.00$32.001:2Aug 21-$0.23$0.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Sep 18-$0.05$2.45
$27.00$25.001:2Aug 28-$0.18$1.82
$24.00$22.501:2Sep 4-$0.04$1.46
$23.50$23.001:2Aug 14-$0.05$0.45
$23.00$22.501:2Aug 14-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 7.57%, avg 3.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$28.00Sep 25$2.100.540.9%7.57%8.47%--12
$30.00Sep 25$2.000.478.1%7.21%15.32%--38
$30.00Sep 18$1.950.448.1%7.03%15.14%112.7K
$29.00Sep 11$1.900.484.5%6.85%11.35%71
$28.50Sep 4$1.850.502.7%6.67%9.37%1--
$28.00Aug 28$1.600.510.9%5.77%6.67%--31
$28.00Sep 11$1.600.530.9%5.77%6.67%--14
$30.00Sep 11$1.550.438.1%5.59%13.69%145
$30.00Sep 4$1.350.418.1%4.86%12.97%--83
$28.00Aug 21$1.250.500.9%4.50%5.41%4312

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 1,002
Total Puts 32
Put/Call Ratio 0.03
Net Difference 970

Prior's Put/Call Breakdown

Total Calls 40,836
Total Puts 17,046
Put/Call Ratio 1.00
Net Difference 23,790

Prior 7-Day Put/Call Summary

Total Calls 83,929
Total Puts 30,502
Average Put/Call Ratio 0.23
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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